+9,683.0%
TSM vs ITOT
+896.7%
+8,786.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +3.6% | 0.0% | +3.6% | +3.6% |
| 3M | -3.4% | +2.0% | -5.3% | -4.8% |
| 6M | +20.6% | +13.0% | +7.6% | +6.4% |
| YTD | +41.9% | +14.0% | +27.9% | +24.3% |
| 1Y | +84.4% | +19.9% | +64.5% | +53.2% |
| 3Y | +380.2% | +75.8% | +304.4% | +169.0% |
| 5Y | +275.3% | +73.8% | +201.5% | +114.3% |
| 10Y | +1,751.4% | +295.9% | +1,455.5% | +329.6% |
| All | +9,683.0% | +896.7% | +8,786.3% | +640.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling